ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3175 | 0.1461 | 0.0502 | -0.4454 | 0.1524 | 0.0905 | -0.9998 |
(p-val) | (0.5717 ) | (0.2994 ) | (0.7227 ) | (0.4174 ) | (0.3728 ) | (0.6245 ) | (0.0061 ) |
Estimates ( 2 ) | 0.4408 | 0.1716 | 0 | -0.5646 | 0.1534 | 0.0977 | -1.0001 |
(p-val) | (0.3532 ) | (0.1687 ) | (NA ) | (0.2266 ) | (0.3668 ) | (0.5958 ) | (0.0051 ) |
Estimates ( 3 ) | 0.47 | 0.165 | 0 | -0.5836 | 0.1198 | 0 | -1.0001 |
(p-val) | (0.2861 ) | (0.1808 ) | (NA ) | (0.1765 ) | (0.4427 ) | (NA ) | (0.1095 ) |
Estimates ( 4 ) | 0.4729 | 0.1613 | 0 | -0.5759 | 0 | 0 | -0.7718 |
(p-val) | (0.3004 ) | (0.1964 ) | (NA ) | (0.1978 ) | (NA ) | (NA ) | (9e-04 ) |
Estimates ( 5 ) | 0 | 0.0986 | 0 | -0.1044 | 0 | 0 | -0.7731 |
(p-val) | (NA ) | (0.4284 ) | (NA ) | (0.3966 ) | (NA ) | (NA ) | (0.0011 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.0848 | 0 | 0 | -0.831 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.4425 ) | (NA ) | (NA ) | (0.006 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.8895 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0408 ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0770007286310834 |
0.447492651963394 |
1.53900910668281 |
1.01412194654183 |
-0.603960946643555 |
2.37061607384619 |
-0.0236754016442814 |
0.480894036009816 |
-1.4198529294665 |
0.104850260255267 |
-0.462698757128806 |
-1.18917242096038 |
-2.36156305504251 |
0.413368026013191 |
1.63042774383888 |
2.98797947724222 |
0.268368112974596 |
1.32352264640295 |
0.428742570296048 |
0.553555967615909 |
0.579004236230968 |
-0.371345666046561 |
-0.0300800285891218 |
0.131717361911192 |
0.97965843006171 |
2.18524209125632 |
1.07490338694799 |
-0.222401707732933 |
2.17165191930577 |
-0.61468244650391 |
0.903187541285954 |
-0.998078413418327 |
-2.40226143983405 |
1.07505730262561 |
-1.53653662274425 |
-0.52108381172762 |
0.371432585602412 |
0.176711745142631 |
0.237919587173508 |
1.57896329017376 |
-1.9981067036953 |
-0.609285067972494 |
0.32329827519493 |
-0.702156663835999 |
3.85364507993069 |
-0.0561544418262956 |
2.42569238874036 |
-4.79418695589009 |
3.1945949112906 |
-0.425369736794186 |
-3.40104684847459 |
1.63900481443363 |
1.48846725500324 |
-3.8507290497282 |
-1.12059176692384 |
1.93974229152656 |
2.75890926224058 |
-1.30009483980731 |
-3.85421254211905 |
0.421261872761746 |
-3.90201279943422 |
-4.14938738181477 |
-2.97000433298445 |
-0.163066767446242 |
-0.409968920590369 |
-0.462323446757502 |
-3.42377063265203 |
0.713188583715595 |
-0.70187716872897 |
4.09056036675678 |
-0.280818326729950 |
1.08887864647460 |